Comparison theorem for diagonally quadratic BSDEs
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Publication:2030831
DOI10.3934/DCDS.2020374zbMath1470.60159OpenAlexW3104020088MaRDI QIDQ2030831
Publication date: 8 June 2021
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcds.2020374
comparison theoremconverse comparison theoremdiagonally quadratic BSDEnon-positivity and non-negativity
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Related Items (3)
Existence and uniqueness of solutions for multi-dimensional reflected backward stochastic differential equations with diagonally quadratic generators ⋮ On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications ⋮ Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators
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